+578.8%
MS vs CCI
+51.6%
+527.2%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.9% | +4.0% | +3.4% |
| 7D | +0.7% | +0.9% | -0.2% | +0.5% |
| 30D | -0.9% | +10.3% | -11.2% | -4.1% |
| 3M | -13.0% | +17.9% | -30.9% | -17.8% |
| 6M | -2.0% | -0.5% | -1.5% | -2.9% |
| YTD | +7.8% | +2.7% | +5.1% | +4.7% |
| 1Y | +17.9% | +3.1% | +14.7% | +14.2% |
| 3Y | +174.8% | +8.0% | +166.8% | +152.1% |
| 5Y | +119.9% | -37.8% | +157.6% | +149.0% |
| 10Y | +578.8% | +56.5% | +522.3% | +645.7% |
| All | +578.8% | +51.6% | +527.2% | +645.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CCI.
Daily Out/Under-Performance
Portfolio return minus CCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded CCI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling